2015

Articles

• Are there house effects in Swedish polls? A compositional approach

  Jakob Bergman

  • PDF (English)

• Singular Inverse Wishart Distribution with Application to Portfolio Theory

  Taras Bodnar, Stepan Mazur, Krzysztof Podgorski

  • PDF (English)

• Multi-jumps

  Massimiliano Caporin, Aleksey Kolokolov, Roberto Reno

  • PDF (English)

• Bayesian Estimation of the Global Minimum Variance Portfolio

  Taras Bodnar, Stepan Mazur, Yarema Okhrin

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• AR(1) time series with autoregressive gamma variance for road topography modeling

  Pär Johannesson, Krzysztof Podgórski, Igor Rychlik, Nima Shariati

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• A novel weighted likelihood estimation with empirical Bayes flavor

  Mobarak Hossain, Tomasz Kozubowski, Krzysztof Podgórski

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• Second-order continuous time moving averages via spectral representation

  Krzysztof Podgórski, Anastassia Baxevani

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• The Laplace multi-axial response model for fatigue analysis

  Johan Karlsson, Krzysztof Podgórski, Igor Rychlik

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• Tail behavior and dependence structure the APARCH model

  Farrukh Javed, Krzysztof Podgórski

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• A linear test for the global minimum variance portfolio for small sample and singular covariance

  Taras Bodnar, Stepan Mazur, Krzysztof Podgórski

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• On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector

  Igor Kotsiuba, Stepan Mazur

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• Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex

  Jakob Bergman, Björn Holmquist

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• Third Cumulant for Multivariate Aggregate Claim Models

  Nicola Loperfido, Stepan Mazur, Krzysztof Podgórski

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• Laplace distribution models for road topography and roughness

  Pär Johannesson, Krzysztof Podgórski, Igor Rychlik

  • PDF (English)

• Option framing and Markov chain: A descriptive approach in a state-space modeling of customer behavior

  Antonio Marañon, Peter Gustafsson, Peter Nilsson

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• Comparing the effects of two treatments on two ordinal outcome variables

  Vibeke Horstmann, Jan Lanke

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